-78.3%
TE vs ONTO
+487.0%
-565.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.9% | -6.0% | -0.9% |
| 7D | -22.0% | +16.4% | -38.3% | -27.2% |
| 30D | -33.6% | -21.4% | -12.2% | -27.0% |
| 3M | -61.1% | -32.7% | -28.3% | -54.7% |
| 6M | -64.7% | -25.2% | -39.5% | -60.1% |
| YTD | -68.1% | +36.2% | -104.3% | -71.1% |
| 1Y | -51.7% | +61.2% | -112.9% | -58.5% |
| 3Y | +42.0% | +58.7% | -16.7% | +17.3% |
| 5Y | -80.8% | +143.6% | -224.4% | -86.4% |
| All | -78.3% | +487.0% | -565.3% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling